Credit Risk Modelling, Senior Lead Wholesale
other jobs eFinancial Careers
Added before 1 hours
- England,London
- full-time
- Competitive salary
Job Description:
To be successful in this role you should meet the following requirements:
*Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD) with an understanding of how models are implemented and used. Experience preferably includes AIRB EAD and LGD models.
*Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
*Demonstrated ability to lead and support Model Development projects and an understanding of the end-to-end model development as part of the model lifecycle process
*Understanding of Regulation Requirements, primarily UK (PRA) and EU (EBA/ECB) based regulations.
*Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
Desirable Skills:
*Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
*Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
*Proficiency in English both written and verbal.
*Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD) with an understanding of how models are implemented and used. Experience preferably includes AIRB EAD and LGD models.
*Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
*Demonstrated ability to lead and support Model Development projects and an understanding of the end-to-end model development as part of the model lifecycle process
*Understanding of Regulation Requirements, primarily UK (PRA) and EU (EBA/ECB) based regulations.
*Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
Desirable Skills:
*Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
*Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
*Proficiency in English both written and verbal.
Job number 1674425
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Company Details:
eFinancial Careers
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